CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 04-Feb-2008

Day Change Summary
	Previous	Current
	01-Feb-2008	04-Feb-2008	Change	Change %	Previous Week
Open	0.9424	0.9417	-0.0007	-0.1%	0.9405
High	0.9485	0.9418	-0.0067	-0.7%	0.9490
Low	0.9390	0.9366	-0.0024	-0.3%	0.9335
Close	0.9422	0.9398	-0.0024	-0.3%	0.9422
Range	0.0095	0.0052	-0.0043	-45.3%	0.0155
ATR	0.0113	0.0109	-0.0004	-3.6%	0.0000
Volume	177,974	144,478	-33,496	-18.8%	605,136

Daily Pivots for day following 04-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9550	0.9526	0.9427
R3	0.9498	0.9474	0.9412
R2	0.9446	0.9446	0.9408
R1	0.9422	0.9422	0.9403	0.9408
PP	0.9394	0.9394	0.9394	0.9387
S1	0.9370	0.9370	0.9393	0.9356
S2	0.9342	0.9342	0.9388
S3	0.9290	0.9318	0.9384
S4	0.9238	0.9266	0.9369

Weekly Pivots for week ending 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9881	0.9806	0.9507
R3	0.9726	0.9651	0.9465
R2	0.9571	0.9571	0.9450
R1	0.9496	0.9496	0.9436	0.9534
PP	0.9416	0.9416	0.9416	0.9434
S1	0.9341	0.9341	0.9408	0.9379
S2	0.9261	0.9261	0.9394
S3	0.9106	0.9186	0.9379
S4	0.8951	0.9031	0.9337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9490	0.9335	0.0155	1.6%	0.0088	0.9%	41%	False	False	122,324
10	0.9565	0.9302	0.0263	2.8%	0.0109	1.2%	37%	False	False	135,619
20	0.9565	0.9139	0.0426	4.5%	0.0114	1.2%	61%	False	False	135,083
40	0.9565	0.8792	0.0773	8.2%	0.0104	1.1%	78%	False	False	99,023
60	0.9565	0.8792	0.0773	8.2%	0.0105	1.1%	78%	False	False	66,479
80	0.9565	0.8631	0.0934	9.9%	0.0094	1.0%	82%	False	False	49,915
100	0.9565	0.8631	0.0934	9.9%	0.0084	0.9%	82%	False	False	40,022
120	0.9565	0.8631	0.0934	9.9%	0.0073	0.8%	82%	False	False	33,356

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.9639
2.618	0.9554
1.618	0.9502
1.000	0.9470
0.618	0.9450
HIGH	0.9418
0.618	0.9398
0.500	0.9392
0.382	0.9386
LOW	0.9366
0.618	0.9334
1.000	0.9314
1.618	0.9282
2.618	0.9230
4.250	0.9145

Fisher Pivots for day following 04-Feb-2008
Pivot	1 day	3 day
R1	0.9396	0.9428
PP	0.9394	0.9418
S1	0.9392	0.9408

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These figures are updated between 7pm and 10pm EST after a trading day.

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